Does QuestDB support percentile aggregation? #1135
Replies: 3 comments 2 replies
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We can certainly have a look into this if you have interesting usecase for questdb. Our codebase is dependency free, which is why adding t-digest algorithms is a little more complicated affair than using a library. Thank you for the pointers though! I am not familar with the algorithm personally but it looks very curious. These are useful papers on the subject: https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf and impleentation is Facebook folly: https://github.com/facebook/folly/blob/master/folly/stats/TDigest.h We should try to understand the algorigth and see if it lends itself to SIMD processing. |
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i wanted this too |
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Related issue: #1371 |
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I've looked in the docs and wasn't able to find anything aside from the regular aggregations (min, avg, etc), and playing with Postgres syntax for it on
demo.questdb.io
suggests that it isn't supported.Are there plans for this? Could look into something like https://github.com/tdunning/t-digest where intermediate results can be partitioned and merged
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